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person:"Blake, David"
~accessRights:"restricted"
~person:"Dai, Zhifeng"
~person:"Pedersen, Lasse Heje"
~subject:"Mathematische Optimierung"
~subject:"Theorie"
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Mathematische Optimierung
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Portfolio selection
31
Portfolio-Management
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10
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Blake, David
Dai, Zhifeng
Pedersen, Lasse Heje
Escobar, Marcos
23
Fabozzi, Frank J.
21
Forsyth, Peter A.
16
Wang, Ruodu
16
Wong, Wing Keung
14
Prigent, Jean-Luc
13
Uppal, Raman
13
Vanduffel, Steven
13
Zagst, Rudi
13
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12
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12
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11
Cui, Xiangyu
11
Li, Duan
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Soner, Halil Mete
11
Tan, Ken Seng
11
Chen, An
10
Chen, Zhiping
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Kim, Woo Chang
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Liang, Zongxia
10
Righi, Marcelo Brutti
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Wong, Hoi Ying
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Dai, Min
9
Jang, Bong-Gyu
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Post, Thierry
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Wolf, Michael
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Yao, Haixiang
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8
Li, Bin
8
Li, Danping
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Li, Xun
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Platanakis, Emmanouil
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International journal of finance & economics : IJFE
2
The North American journal of economics and finance : a journal of financial economics studies
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Finance research letters
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1
International review of financial analysis
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The journal of portfolio management : JPM
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ECONIS (ZBW)
15
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1
Forecasting equity risk premium : a new method based on wavelet de-noising
Dai, Zhifeng
;
Kang, Jie
;
Yin, Hua
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 4331-4352
Persistent link: https://www.econbiz.de/10014429334
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2
Forecasting stock return volatility in data-rich environment : a new powerful predictor
Dai, Zhifeng
;
Zhang, Xiaotong
;
Li, Tingyu
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014246821
Saved in:
3
Embedded leverage
Frazzini, Andrea
;
Pedersen, Lasse Heje
- In:
Review of asset pricing studies : RAPS
12
(
2022
)
1
,
pp. 1-52
Persistent link: https://www.econbiz.de/10012878804
Saved in:
4
Some new efficient mean-variance portfolio selection models
Dai, Zhifeng
;
Kang, Jie
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4784-4796
Persistent link: https://www.econbiz.de/10013461378
Saved in:
5
Forecasting stock return volatility : the role of shrinkage approaches in a data-rich environment
Dai, Zhifeng
;
Li, Tingyu
;
Yang, Mi
- In:
Journal of forecasting
41
(
2022
)
5
,
pp. 980-996
Persistent link: https://www.econbiz.de/10013287893
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6
Predicting stock returns : a risk measurement perspective
Dai, Zhifeng
;
Kang, Jie
;
Wen, Fenghua
- In:
International review of financial analysis
74
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012803806
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7
Deep value
Asness, Cliff
;
Liew, John
;
Pedersen, Lasse Heje
; …
- In:
The journal of portfolio management : JPM
47
(
2021
)
4
,
pp. 11-40
Persistent link: https://www.econbiz.de/10012486041
Saved in:
8
Enhanced portfolio optimization
Pedersen, Lasse Heje
;
Babu, Abhilash
;
Levine, Ari
- In:
Financial analysts journal : FAJ
77
(
2021
)
2
,
pp. 124-151
Persistent link: https://www.econbiz.de/10012515354
Saved in:
9
Stock return predictability from a mixed model perspective
Dai, Zhifeng
;
Zhu, Huan
- In:
Pacific-Basin finance journal
60
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012232659
Saved in:
10
Forecasting stock market returns : new technical indicators and two-step economic constraint method
Dai, Zhifeng
;
Dong, Xiaodi
;
Kang, Jie
;
Hong, Lianying
- In:
The North American journal of economics and finance : a …
53
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012642438
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